TY  - RPRT
CY  - IIASA, Laxenburg, Austria
ID  - iiasa4171
UR  - https://pure.iiasa.ac.at/id/eprint/4171/
A1  - Kallio, M.J.
A1  - Ruszczynski, A.
Y1  - 1994/05//
N2  - A general class of iterative methods for saddle point seeking is developed. The directions used are subgradients evaluated at perturbed points. Convergence of the methods is proved and alternative strategies for implementation are discussed.  The procedure suggests scalable algorithms for solving large-scale linear programs via saddle points. For illustration, some encouraging tests with the standard Lagrangian of linear programs from the Netlib library are reported.
PB  - WP-94-038
M1  - working_paper
TI  - Perturbation Methods for Saddle Point Computation
AV  - public
EP  - 11
ER  -